The delivery of gases, in particular carbon dioxide, nitric oxide, oxygen and helium, to the nasal airway for therapeutic application is known, as disclosed, for example, in WO-A-2001/003645.
Gas therapy for the treatment of headaches, allergies, asthma, and other conditions as well as associated physiology is described in the following references in the medical literature:
Carbon Dioxide Therapy    Diamond S, Migraine headache—its diagnosis and treatment. 13th Annual Practicing Physician's Approach to the Difficult Headache Patient,     Rancho Mirage, Calif. Feb. 5-19, 2000    Fisher H K et al, Am Rev Respir Dis 114(5):861, 1976    Fisher H K et al, Am Rev Respir Dis 101:855-896, 1970    Gillman M A et al, Br J Psychiatry 159:672-5, 1991    Grosshans V A et al, Z Gesamte Inn Med 42(23):667-70, 1987    Harrowes W M C et al, Fractional administration of carbon dioxide in the treatment of neuroses, Carbon Dioxide Therapy A Neurophysiological Treatment of Nervous Disorders. Second Edition. L J Meduna Editor, Charles C Thomas Publisher, Springfield, Ill. 1958    Jozefowicz R F, Neurologic Manifestations of Systemic Disease 7(3):605-616, 1989    La Verne A A, Dis Nery System 14:5, 1953    Leake C D et al, Calif West Med 31:20, 1929    Loevenhart A S et al, JAMA 92(11), 1929    MacRae D, Carbon dioxide in paediatrics, Carbon Dioxide Therapy A Neurophysiological Treatment of Nervous Disorders. Second Edition. L J    Meduna Editor, Charles C Thomas publisher, Springfield, Ill., 1958    Marcussen R M et al, Arch Neurol Psychiatry 63:42-51, 1950    Meduna L J, Dis Nery System 8(2), 1947    Meduna L J, J Nery & Ment Dis 108:373, 1948    Meduna L J Ed, Carbon Dioxide Therapy A Neurophysiological Treatment of Nervous Disorders. Second Edition. Charles C Thomas Publisher, Springfield, Ill. 1958    Moriarty J D, Prognosis with carbon dioxide therapy, including the epinephrine-mecholyl test (Funkenstein test), Carbon Dioxide Therapy A Neurophysiological Treatment of Nervous Disorders. Second Edition. L J    Meduna Editor, Charles C Thomas Publisher, Springfield, Ill., 1958    Moriarty J D, J Clin & Exper Psychopath 13(3), 1952    National Headache Foundation. A patients guide to migraine prevention & treatment, Chicago, Ill., August 1996.    Rodarte J R et al, Resp Physiol 17:135-145, 1973    Singh V et al, Lancet 335:1381-3, 1990    Wilkinson W E, Some clinical observations pertaining to the effects of carbon dioxide on the biology of mental disease, Carbon Dioxide Therapy A Neurophysiological Treatment of Nervous Disorders. Second Edition. L J    Meduna Editor, Charles C Thomas Publisher, Springfield, Ill. 1958    Wilmoth D F et al, AACN Clin Issues 7(4):473-81, 1996
Nitric Oxide Therapy    Pagano D et al, Eur J Cardiothorac Surg 10(12):1120-6, 1996    Ream R S et al, Crit Care Med 27(5):989-96, 1999    Schenk P et al, Ann Emerg Med 33(6):710-4, 1999
Helium Therapy    Hollman G et al, Crit Care Med 26(10):1731-6, 1998    Jolliet P et al, Crit Care Med 27(11):2422-9, 1999    Schaeffer E M et al, Crit Care Med 27(12):2666-70, 1999
Such gases have been shown to have a local effect on topical diseases which affect the nasal mucosa, such as rhinitis, sinusitis, polyposis and allergies, and also on nerves and ganglia in relieving or treating pain conditions, such as peripheral and local neuralgia, for example, trigeminal neuralgia.
Such gases can also have effect in relieving or treating both local and central pain conditions or other neurological pathologies, such as migraine and other primary or secondary headache conditions.